Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47405.52 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46010.54 Kr¶

PnL: ---------------------------------------> -878.03 Kr¶

DD now: ---------------------------------> -2.518 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:12:50.743578'

Anic Portfolio¶

Today¶

Return: -0.061 %¶

This Week¶

Return: -1.059 %¶

Total¶

Return: 55.193 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
HMS Networks 2 15.670000 800.000000 127.000000 18.870000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.800000 3435.200000 58.200000 1.720000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.690000 394.700000 39.700000 11.180000 355.000000
Intrum 4 5.580000 559.800000 32.800000 6.220000 527.000000
Corem Property Group B 59 -1.430000 608.290000 31.290000 5.420000 576.999999
AcadeMedia 12 -0.530000 582.480000 25.480000 4.570000 557.000004
Resurs Holding 22 -0.510000 598.840000 24.840000 4.330000 573.999998
Eastnine 4 1.590000 510.400000 19.400000 3.950000 491.000000
Boozt 12 0.070000 1669.200000 15.200000 0.920000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Karnov Group 9 0.500000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Swedbank A 3 -1.910000 568.650000 4.650000 0.820000 564.000000
Securitas B 6 -0.850000 573.840000 3.840000 0.670000 570.000000
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.100000 247.920000 1.920000 0.780000 246.000000
Coor Service Management Hold. 8 -0.520000 532.400000 0.400000 0.080000 532.000000
CTEK 13 -0.020000 528.970000 -5.030000 -0.940000 533.999999
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.340000 532.500000 -13.500000 -2.470000 546.000000
Beijer Electronics Group 26 -6.130000 2948.400000 -22.600000 -0.760000 2971.000006
Essity B 2 -1.570000 550.400000 -23.600000 -4.110000 574.000000
Nordea Bank Abp 29 -1.470000 3417.940000 -36.060000 -1.040000 3453.999992
International Petroleum Corp. 5 -0.270000 551.000000 -43.570000 -7.330000 594.565215
Essity A 4 -1.250000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 0.770000 537.620000 -75.380000 -12.300000 612.999432
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
Axfood 13 -1.670000 3516.500000 -239.500000 -6.380000 3756.000001
OX2 18 0.450000 1409.400000 -254.600000 -15.300000 1663.999992
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46010.540000 -878.030000 -2.51773% 46888.564618

Updated:¶

'2023-01-26 10:13:03.683444'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶